-6.6%
PBH vs VT
+215.5%
-222.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.3% | -3.2% |
| 7D | -12.4% | -2.3% | -10.1% | -10.6% |
| 30D | -9.6% | -5.0% | -4.7% | -6.3% |
| 3M | -21.0% | -4.9% | -16.2% | -18.1% |
| 6M | -20.9% | -1.5% | -19.3% | -20.3% |
| YTD | -30.3% | +8.5% | -38.8% | -34.3% |
| 1Y | -30.0% | +11.4% | -41.3% | -35.2% |
| 3Y | -28.0% | +70.1% | -98.1% | -50.5% |
| 5Y | -31.7% | +53.7% | -85.4% | -50.1% |
| All | -6.6% | +215.5% | -222.2% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling